Always set out for the highest peak (7)
I believe the answer is:
everest
'the highest peak' is the definition.
(I've seen this before)
'always set out' is the wordplay.
'always' becomes 'ever' ('ever' can be a synonym of 'always').
'out' is an anagram indicator (out can mean wrong or inaccurate).
'set' anagrammed gives 'est'.
'ever'+'est'='EVEREST'
'for' acts as a link.
(Other definitions for everest that I've seen before include "Himalayan peak" , "Himalyan peak" , "Mountain on the Nepal-Tibet border" , "Mountain named after a British surveyor general of India" , "A mountain to climb" .)